Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
BB.Length.Bollinger.bands.to.Enter and BB.Number.of.SDs.to.Enter

BEST PARAMETERS
BB.Length.Bollinger.bands.to.Enter = 40
BB.Number.of.SDs.to.Enter = 1.5
Profit account= 137 (per day adjusted to desire% DD )
Activity = 8.63 (Cumulative number of entries in all pairs per week)
Desire DD = 10

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Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for BB.Length.Bollinger.bands.to.Enter = 40 and BB.Number.of.SDs.to.Enter = 1.5

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
118 230717.23 861.23 28180.38 8 813 565 -93.9 40 1.5 GBPJPY 93.93460 10.6457046 3193.7114 24561.475 28.519065 0.9439987 No
143 186358.17 852.09 30065.94 8 652 479 -100.2 40 1.5 GBPUSD 100.21980 9.9780682 2993.4205 18594.945 21.822748 0.7651774 No
218 180821.48 873.73 28894.58 8 463 315 -96.3 40 1.5 USDCHF 96.31527 10.3825700 3114.7710 18773.917 21.487092 0.5299120 No
168 373449.75 874.71 76506.51 9 1022 722 -255.0 40 1.5 NZDUSD 255.02170 3.9212349 1176.3705 14643.842 16.741368 1.1683872 No
43 39586.34 845.55 14796.70 8 227 168 -49.3 40 1.5 EURGBP 49.32233 20.2747910 6082.4373 8026.048 9.492103 0.2684643 No
93 308626.88 858.43 119258.05 10 490 334 -397.5 40 1.5 EURUSD 397.52683 2.5155535 754.6660 7763.674 9.044039 0.5708095 Yes
268 673893.00 874.14 312284.34 10 1244 873 -1040.9 40 1.5 XAUUSD 1040.94780 0.9606630 288.1989 6473.840 7.405954 1.4231130 Yes
243 1065250.90 871.51 505603.40 11 620 420 -1685.3 40 1.5 USDJPY 1685.34467 0.5933504 178.0051 6320.671 7.252551 0.7114089 Yes
68 280502.62 863.67 151335.11 9 654 446 -504.5 40 1.5 EURJPY 504.45037 1.9823556 594.7067 5560.559 6.438292 0.7572337 Yes
18 1012957.20 874.72 663741.20 12 973 694 -2212.5 40 1.5 AUDUSD 2212.47067 0.4519834 135.5950 4578.398 5.234130 1.1123560 Yes
193 4875832.50 861.81 5199726.97 17 395 285 -17332.4 40 1.5 USDCAD 17332.42323 0.0576953 17.3086 2813.128 3.264209 0.4583377 Yes

Results by pair

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Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

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Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

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Default parameters
Parameter Value
3 Name.for.robot CloseBackBBPPO
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.2
8 Profit.Take.Extension.Factor..PTEF.. 0.2
9 Dilute.retake.by.this.fraction 1
10 Percent.price.extention.to.re.enter 10
11 BB.Length.Bollinger.bands.to.Enter 45
12 BB.Number.of.SDs.to.Enter 2.5
13 Reversal.Direction.FastBLAI True
14 BLAI.Timeframe 1 hour
15 BLAI.length 12
16 Reversal.Direction.SlowBLAI False
17 BLAISlow.Timeframe 1 hour
18 BLAISlow.length 60
19 Reversal.Positioning.PPO True
20 PPOthreshold -0.6
21 PPO.Entry.Timeframe 15 minutes
22 PPO.Entry.type.of.fast.moving.average Jurik
23 PPO.Entry.Fast.Length 8
24 PPO.Entry.type.of.slow.moving.average SMA
25 PPO.Entry.Slow.Length 300
26 BB.Exit.length 25
27 BB.Exit.number.of.SDs 1